Review of Liquidity Coverage Ratio Framework: A Move towards Better Liquidity Risk Management
1: Introduction of Liquidity Coverage Ratio (LCR)
- The Liquidity Coverage Ratio (LCR) is a banking parameter introduced as a part of the Basel III reforms in response to the 2008 global financial crisis.
- The primary aim of the LCR is to ensure that banks maintain a sufficient level of high-quality liquid assets (HQLA) that can be immediately converted into cash in case of any financial stress.
- The LCR was introduced as an important preventive measure to protect banks during financial crises.
2: Composition and Function of LCR
- The LCR is determined by dividing the high-quality liquid assets (HQLA) of a bank by its total net cash flow amount.
- HQLA refers to liquid assets that can be readily sold or converted into cash without significant loss of value. For example, cash, short-term bonds, and other cash equivalents.
- Apart from these, HQLA also includes assets under Statutory Liquidity Ratio (SLR), Marginal Standing Facility (MSF) assets and the Facility to Avail Liquidity for Liquidity Coverage Ratio (FALLCR).
- Banks are required to maintain HQLA to cover 30 days' net outflow under stressed conditions. Since January 1, 2019, the minimum LCR should be 100%.
3: Recent Proposal of RBI to Review LCR
- In light of the recent experiences of quick fund withdrawals in Silicon Valley and Signature Bank in the US through digital banking channels during challenging times, RBI has proposed a review of the LCR framework.
- This review is deemed necessary to ensure better management of liquidity risk by banks, involving potential updates or modifications to the existing structure.
4: Current Status and Limitations of LCR
- At present, the scheduled commercial banks maintain an LCR of 131.4%, which is significantly above the minimum requirement of 100%.
- One of the potential drawbacks of LCR implementation could be that banks may end up holding more cash and issuing fewer loans, which can potentially slow down economic growth.
5: General Knowledge Points and Importance
- The LCR was first brought into effect following the 2008 global financial crisis, under the Basel III reforms.
- The primary objective behind its introduction was to mitigate the risk of sudden financial stress, protect the financial stability of banks and safeguard the economy from the domino effect of a financial crisis.
- In a world transitioning towards digital banking, updates to the LCR mechanism can help banks in better managing potential risks associated with quick fund withdrawals.
- The review of the LCR by RBI indicates its proactive approach towards maintaining financial stability in the banking sector.
Comments
Nam cursus tellus quis magna porta adipiscing. Donec et eros leo, non pellentesque arcu. Curabitur vitae mi enim, at vestibulum magna. Cum sociis natoque penatibus et magnis dis parturient montes, nascetur ridiculus mus. Sed sit amet sem a urna rutrumeger fringilla. Nam vel enim ipsum, et congue ante.
Cursus tellus quis magna porta adipiscin
View All